The energy transition is reshaping residential electricity consumption through the increasing adoption of distributed generation, electrified appliances, and demand-response programs. Understanding these evolving behaviors requires access to granular smart-meter data for applications such as load forecasting, appliance detection, and demand-side flexibility analysis. However, such data are subject to strict access restrictions and data-protection regulations. Thus, realistic synthetic alternatives are necessary. In this paper, we introduce LoaDiff, a diffusion-based generative model for year-long, sub-hourly smart-meter load curves. LoaDiff supports flexible conditioning on static household attributes, such as appliance ownership, and dynamic contextual variables, including calendar information and outdoor temperature. We evaluate the model against multiple generative baselines on three residential electricity-consumption datasets. Our experiments assess four complementary dimensions: fidelity and diversity, training-record memorization risk, downstream utility for load forecasting and appliance detection, and conditional controllability under alternative temperature conditions. The results show that LoaDiff generates realistic and diverse load profiles, achieves a favorable trade-off between generation quality and limited evidence of memorization, preserves information useful for downstream energy applications, and responds coherently to changes in conditioning variables.
https://arxiv.org/abs/2609.11639
Multimodal forecasting models that combine time series with text annotations promise richer prediction through textual context, but how do we know whether a text annotation meaningfully contributes to the forecasters prediction? This is an information-theoretic question, but to evaluate whether information-theoretic metrics can reliably measure the predictive value an annotation provides, a ground truth benchmark is needed, and none currently exist. We create a synthetic time series signal with annotations in three categories: semantically correct, incorrect, and irrelevant. Because the data generation process is fully controlled, ground-truth information content is known exactly, enabling principled evaluation of six complementary mutual information estimators (KSG, MINE, InfoNCE, CCA, PID and V-information). We show that all six estimators identify correct annotations as most informative, and are able to audit the quality of mixed text corpora, choosing the annotations that result in the best downstream forecasting results without the need for model training. Our benchmark identifies limitations of each estimator, and these are validated on seven real-world datasets, which show how estimator performance differs on weak signals. Finally, we establish practical rules for implementing these metrics for annotation auditing and fusion selection.
https://arxiv.org/abs/2609.11282
Cryptocurrency forecasting presents a distinctive combination of extreme cross-asset scale heterogeneity, non-stationary dynamics, and structural dependencies among Open, High, Low, and Close (OHLC) variables. We present CryptoL, a unified framework designed to address these challenges within multivariate time-series forecasting. CryptoL evaluates forecasting error in context-normalized coordinates within the RevIN pipeline, preventing inverse normalization from introducing an additional squared-scale weighting into the MSE objective. We formally characterize this effect through the empirical risk and parameter-gradient geometry, establishing the conditions under which large-scale assets can disproportionately influence shared-model optimization. Beyond loss-space normalization, CryptoL examines channel-independent and channel-dependent normalization for OHLC data, showing that a shared channel-dependent affine transformation preserves candle-order relations that independent channel transformations need not preserve. The framework further incorporates scale-adaptive numerical stabilization to reduce distortions caused by a fixed normalization constant across assets spanning many orders of magnitude, together with a soft feasibility loss that penalizes violations of the defining OHLC inequalities. Experiments across heterogeneous cryptocurrency assets evaluate these components through controlled ablations and demonstrate improvements in forecasting accuracy, training stability, and the frequency of financially valid OHLC predictions relative to the considered baselines. CryptoL therefore provides an integrated approach to scale-balanced optimization, structure-preserving normalization, numerical stabilization, and constraint-aware cryptocurrency forecasting.
https://arxiv.org/abs/2609.11206
The digitization of healthcare has generated vast, longitudinal, and multimodal patient records over a lifetime, yet fully exploiting these data to represent and predict patient state trajectories remains a critical challenge. Current AI models often struggle to capture the complex, irregular temporal dynamics and inherent stochasticity of real-world multimodal patient data. Existing AI approaches for modeling longitudinal patient records are predominantly discriminative, limited to a few modalities, constrained by closed categorical vocabularies, treating time as a monotonic inductive bias, or they are limited in forecasting future patient states. We introduce NOAH, a time-aware, task-agnostic, generative transformer model representing and forecasting the full multimodal patient journey. NOAH features a novel bidirectional time integration and a variational latent space to capture the continuous evolution of patient states and the stochasticity of clinical trajectories. Built from over 559 million clinical events from 431,000 hospital visits of 299,000 patients across the MIMIC dataset family, NOAH natively processes medical images, time-series and numeric signals, categorical events, as well as structured and unstructured clinical records. NOAH is the first truly holistic generative model in its field, enabling autoregressive forecasting with optional time control, zero-shot classification, and counterfactual intervention simulation. It generates highly informative and predictive patient state representations that demonstrate strong performance in probing for clinical outcomes, 15 ICD chapters, and 29 comorbidities, as well as in time-to-event prediction. Seamlessly handling diverse modalities and complex temporal dynamics, NOAH provides a versatile, task-agnostic, scalable foundation for intelligent predictive systems in personalized clinical care and digital medicine.
https://arxiv.org/abs/2609.09140
Large Language Models (LLMs) are increasingly being investigated for physiological time-series prediction, yet their effectiveness may depend not only on the model itself, but also on how physiological information is represented and presented at inference time. This study investigates prompt-based general-purpose LLMs for postprandial hyperglycemia and hypoglycemia prediction in individuals with type 1 diabetes. Using the OhioT1DM dataset, we evaluate multiple open-weight LLMs under zero-shot and few-shot inference across prediction horizons of 30, 60, and 90 minutes. The analysis varies both the textual representation of the available physiological information and the amount of information exposed to the model, ranging from glucose observations alone to derived descriptors and additional contextual variables related to insulin, meals, carbohydrates, and physical activity. Performance is compared with conventional patient-specific supervised models and with Gluco-LLM, a language-model-based architecture explicitly adapted to glucose time-series forecasting. Results show a marked task-dependent behavior. Conventional supervised models achieve the strongest performance for hyperglycemia prediction, whereas the best observed prompt-based LLM configurations improve performance for hypoglycemia across all investigated horizons. The effectiveness of prompt-based inference is also strongly influenced by how physiological information is represented, while providing additional contextual information does not lead to a systematic improvement. Overall, these findings highlight physiological information representation as a central design factor in prompt-based LLM approaches to glycemic-event prediction.
https://arxiv.org/abs/2609.08772
Industrial process monitoring is fundamental to the safety and economic performance of modern process plants. Current practice remains a one-task-one-model paradigm that is label-inefficient and prone to degradation under operating drift. Foundation models have reshaped language, vision, and generic time-series forecasting, but it has not been adapted to industrial process monitoring. This setting poses domain-specific challenges, including safety-critical decisions and asymmetric sampling between process variables and laboratory measurements. We propose the industrial process monitoring foundation model (IPM-FM). It first learns general-purpose representations from unlabeled industrial process data through self-supervised pretraining, then adapts to specific monitoring tasks using a small amount of task-labeled data, and finally produces calibrated predictions through an uncertainty-aware prediction head. IPM-FM integrates a self-supervised Informer backbone with a multi-criteria consensus feature selector, a recursive lag-feature regression head, and a calibrated Monte Carlo dropout uncertainty module. On a seven-year hydrotreater dataset for diesel flash-point soft sensing, IPM-FM attains an RMSE of 2.99, $R^2$ of 0.50, and 97\% coverage of its 95\% predictive interval, outperforming the strongest classical and from-scratch sequence baselines by 8.3\% and 14.6\% in RMSE respectively, supporting the viability of a unified pretraining--adaptation framework for industrial process monitoring.
https://arxiv.org/abs/2609.08375
Modern power systems are growing increasingly complex as they integrate diverse generation sources to meet rising demand, making accurate load forecasting challenging. Recent advances in time-series foundation models (TSFMs) resulted in promising performance in zero-shot univariate load forecasting tasks. However, real-world load forecasting often involves multiple target variables and requires the integration of exogenous variables, raising important questions about the utility of TSFMs in realistic settings. In this study, we position Chronos-2, a recently developed model by Amazon, as a representative multi-channel TSFM that supports univariate, multivariate, and covariate-informed forecasting, and conduct a systematic investigation of how such models can be used for real-world load forecasting. While prior work has evaluated Chronos-2 on a limited number of energy-related tasks in a zero-shot setting, its performance relative to established task-specific deep learning models and its behavior when adapted using task-specific historical data remains insufficiently understood. In this work, we evaluate Chronos-2 on two real-world utility datasets, ISO New England and ENTSO-E, and benchmark it against widely used task-specific deep learning models. Our results show that Chronos-2 benefits substantially from task-specific fine-tuning and achieves strong short-horizon forecasting performance, but its zero-shot accuracy lags behind task-specific models and its forecasting error grows more rapidly with increasing forecast steps. Overall, this study provides a detailed characterization of the strengths and limitations of TSFMs such as Chronos-2 in grid load forecasting and offers practical insights into how a pretrained TSFM can be effectively adapted for operational load forecasting applications.
https://arxiv.org/abs/2609.06656
Deep learning for time series has progressed through successive architectural paradigms, from recurrent networks and transformers to structured state-space models, retrieval-augmented predictors, foundation models, and tool-using agents. These developments are typically studied in isolation, organized by architecture or modeling era. We argue that they can instead be viewed through a common question of \emph{how does a time-series model retain and access information beyond its immediate input?} This question is motivated by a fundamental limitation of conventional time-series modeling: information relevant to a prediction may lie far beyond a feasible input window, while compressing history into a fixed-size state can discard information that may become useful later. We formulate this challenge as a \emph{memory} problem and organize existing time-series methods along a spectrum from internal memory, encoded in parameters and fixed-size states, to external memory that is addressable, retrievable, and increasingly maintained by agents. We then develop a unified taxonomy of memory mechanisms and review three classes of external memory, including explicit modules, retrieval augmentation, and agentic stores, under a common framework for what is retained, how it is written and accessed, and how it persists. A cross-cutting analysis maps these mechanisms to time-series tasks and identifies gaps in both methods and evaluation. We conclude by outlining open problems in building memory systems that can selectively retain, retrieve, revise, and forget information as temporal environments evolve. The result is a framework for studying memory as a first-class dimension of time series modeling, independent of the underlying backbone.
https://arxiv.org/abs/2609.06006
Recent advances in wearable sensing enable continuous monitoring of physiological and behavioral signals, yet existing benchmarks rarely evaluate whether AI systems can reason over a real user's longitudinal wearable record. We introduce WearableQA, a benchmark comprising 4,084 10-option multiple-choice questions constructed from the wearable time series, blood biomarkers, and demographics of 200 real users, each with up to 500 days of daily measurements. WearableQA preserves authentic wearable distributions that include device noise and inter-individual variability. To evaluate distinct reasoning capabilities, we introduce 16 question types organized along two complementary axes: data versus health reasoning, which distinguishes computation over longitudinal measurements from physiological interpretation; and single- versus cross-signal reasoning, which separates reasoning about individual signals from the integration of multiple signals. To construct reliable questions at scale, we adopt a dual-grounding framework that combines literature-grounded physiological findings with statistically validated population-grounded physiological patterns. This enables the capture of meaningful relationships observed in real-world wearable data. Evaluation of 14 proprietary and open-source LLMs demonstrates that WearableQA effectively differentiates model capabilities, with performance ranging from 19.6% to 72.9% against a 10% chance baseline. Moreover, WearableQA remains far from solved: most models achieve accuracies below 60%. Overall, WearableQA provides a realistic and diagnostic benchmark for evaluating LLM reasoning over real-world wearable data.
https://arxiv.org/abs/2609.05405
Cryptocurrency markets exhibit extreme volatility and non-stationary dynamics that challenge conventional forecasting methods. Although Large Language Models (LLMs) have shown promise for time series forecasting, the combined effects of adaptation choices remain largely unexplored in financial settings. This study introduces PRICE, a structured approach for adapting LLMs to short-term Bitcoin price forecasting. Built on a 4-bit quantized LLaMA-3 8B model, PRICE investigates how fine-tuning, numerical representation, prompting, inference, and decoding jointly influence forecasting performance. PRICE integrates Parameter-efficient fine-tuning with Low-Rank Adaptation (LoRA), Recursive multi-step inference, Integer-rounded numerical representation, Context-Task-Format (CTF) prompting, and Exact zero-temperature decoding. Ablation studies show that each component contributes to forecasting accuracy and reliability. LoRA enables efficient training on limited hardware, recursive inference improves accuracy, integer-rounded values reduce errors, CTF prompting outperforms Chain-of-Thought, Implicit Chain-of-Thought (iCoT), and few-shot prompting, and zero-temperature decoding improves stability during recursive forecasting. Comparative evaluation against eight transformer-based and time-series foundation models shows that PRICE achieves the lowest forecasting errors on both validation and test sets while maintaining robust performance across evaluation periods. Despite being based on a model primarily pretrained on text rather than time-series data, PRICE achieves competitive or superior performance relative to specialized foundation models. These findings demonstrate that adaptation choices critically determine the accuracy and robustness of LLMs for numerical time-series forecasting.
https://arxiv.org/abs/2609.05235
This paper introduces Regime-aware Constraint-Based and Noise-Based causal discovery with Markov Blankets (RCBNB-MB), a novel causal discovery algorithm for time series that relaxes the common assumption of a single, time-consistent causal structure. Time series are typically observed at discrete time points and often exhibit regime changes that challenge the assumption of a static causal structure, a limitation in many real-world dynamic systems. To address this challenge, RCBNB-MB identifies latent causal regimes, defined as subsets of time points within which a stable causal structure holds. The algorithm follows an iterative strategy that segments the time series into regimes and discovers the causal graph within each regime. By leveraging the Markov blanket rather than direct parents, RCBNB-MB gains robustness to errors in causal discovery and preserves predictive information. We provide theoretical guarantees for RCBNB-MB's ability to recover both regime transitions and causal graphs under reasonable assumptions. Furthermore, we validate its effectiveness through extensive experiments on simulated datasets with known ground truth and real-world IT monitoring data, where taking into account regime shifts is critical. Empirical results show that RCBNB-MB systematically outperforms baseline approaches in accurately detecting regime changes and their associated causal graphs, positioning it as a robust and versatile framework for non-stationary time series analysis.
https://arxiv.org/abs/2609.05150
Electroencephalogram (EEG) visual decoding aims to recover visual semantics from non-invasive neural time-series signals, for which robust alignment between noisy neural responses and stable semantic representations is key to achieving high-performance decoding. Despite recent advances in contrastive learning, robust EEG decoding remains challenging because existing methods rely on fixed visual or textual anchors whose semantic relations may become misaligned with EEG representations that vary across trials, subjects, and learning stages. Our empirical evidence shows that this instability appears across both standard EEG decoding protocols and more challenging robustness settings, including strict cross-subject transfer and realistic personalized continual adaptation. We provide a formal analysis showing that fixed semantic supervision can bias optimization when EEG-specific relations evolve, and that structure-agnostic perturbations may distort semantically important EEG components. To address these issues, we propose Progressive Contrastive Alignment (ProCA), a unified and model-agnostic framework for adaptive neural-semantic alignment. ProCA progressively refines class-level contrastive supervision from frozen vision-language priors to EEG-aware semantic relations, and introduces structure-consistent interpolation to constrain feature mixing according to channel-wise and temporal importance. Across subject-dependent, subject-independent, strict cross-subject transfer, and continual adaptation settings, ProCA achieves average relative Top-1/Top-5 gains of 7.4%/3.9%, 10.0%/4.6%, 28.1%/17.8%, and 16.8%/11.6%, respectively.
https://arxiv.org/abs/2609.05094
Artificial intelligence (AI) now supports investment workflows from data and prediction through research, portfolios, execution, and tool use. Technical capability, however, is not evidence of investment profitability. This critical state-of-the-art review examines public research available through 31 August 2026 on listed equities, exchange-traded funds, centralized crypto spot, perpetual futures, and on-chain markets. We organize evidence with an alpha-translation chain: point-in-time information must yield a stable signal, feasible positions, executable orders, and risk-adjusted returns after costs. Across machine learning, time-series foundation models, financial language models, reinforcement learning, and agents, the examined record shows real but mainly upstream progress in prediction, text processing, portfolio design, and workflow integration. Evidence is thinner for durable net performance. Temporal contamination, repeated selection, survivorship, weak benchmarks, implementation costs, venue mechanics, and capacity can break translation to net alpha. Strong historical results coexist with predictor decay, corrected look-ahead failures, mixed prospective evidence, and few audited live-capital records. Crypto adds informative state but requires separate treatment of spot, perpetual, and decentralized cash flows and execution. Within the public evidence examined here, no general AI architecture is shown to deliver persistent, cross-regime, capacity-aware net alpha. More credible claims require point-in-time data and models, decision-aligned objectives, joint portfolio--execution evaluation, controlled adaptation, prospective tests, and authority-matched governance. These conditions can improve evidence and implementation; they do not guarantee profit.
https://arxiv.org/abs/2609.04917
Accurate station-level precipitation nowcasting is critical for agriculture, water resource management, and disaster prevention, which typically is formulated as a time series forecasting problem. However, conventional time-series modeling techniques face two major challenges in addressing station-level precipitation nowcasting: (1) Lack of Physics-Guided Modeling}, where meteorological variables are treated as a homogeneous set without accounting for their distinct roles in precipitation formation, leads to predictions that deviate from the physical processes governing precipitation. (2) Severe zero inflation in precipitation, where dry intervals dominate the dataset, obscuring meaningful precipitation patterns and complicating the predictive modeling. To address these challenges, we propose \textbf{MZ-Rain}, a moisture-budget-guided zero-inflated sLSTM framework for station-level precipitation nowcasting. Guided by the moisture budget equation, MZ-Rain decomposes the precipitation formation process into process-specific pathways corresponding to moisture storage, moisture transport, surface evaporation, and precipitation persistence, and captures their temporal evolution through dedicated sLSTM branches. To account for the zero-inflated nature of precipitation, MZ-Rain introduces an adaptive Tweedie modeling strategy that adaptively modulates the rainfall mean while jointly learning precipitation occurrence as an auxiliary task, enabling the model to better balance dry-wet discrimination and quantitative precipitation estimation. Extensive experiments across diverse geographical and climatic regimes demonstrate that MZ-Rain consistently outperforms strong baselines on multiple evaluation metrics, including CSI, FAR, MSE, and MAE. In particular, the model exhibits superior skill in forecasting heavy precipitation events, while benefiting from physically grounded process modeling.
https://arxiv.org/abs/2609.04864
Time-series data in clinical settings is crucial for capturing dynamic changes in a patient's health over time, enabling timely diagnosis, personalized treatment, and early detection of critical events. However, the development of clinically reliable and linguistically inclusive medical AI systems remains a significant challenge, primarily due to the lack of multimodal, multilingual, and time-series-grounded benchmarks that reflect the complexity of real-world clinical scenarios. To fill this gap, we present MMTClinic, a benchmark designed to evaluate large language models (LLMs) on complex reasoning and question-answering tasks involving clinical time-series. MMTClinic combines text, medical images, and multivariate physiological signals and includes 30,000 QA pairs (15,000 multiple choice questions (MCQs) and 15,000 open-ended questions) across five languages: English, Hindi, Bengali, Marathi, and Tamil. These questions cover three important clinical tasks---mortality prediction, heart rate forecasting, and SOFA score estimation. We evaluate 13 state-of-the-art LLMs in zero-shot, few-shot, and chain-of-thought settings. Our evaluation reveals notable differences in model performance across tasks, languages, and modalities, highlighting current limitations in clinical reasoning capabilities. MMTClinic provides a valuable resource for advancing multilingual, multimodal, and time-series-aware medical AI research. The dataset will be made publicly available on successful acceptance of the work.
https://arxiv.org/abs/2609.04842
Synthetic medical time-series generation can alleviate data scarcity and support the development of reliable clinical prediction models. However, existing methods mainly focus on matching the overall distribution and temporal dynamics of real data, which does not necessarily ensure strong downstream utility on imbalanced medical datasets. Clinically informative patterns often occur at heterogeneous temporal scales, while rare minority-class characteristics can be obscured by dominant population patterns. To address these challenges, we propose MedFlow, a class-aware multi-scale flow matching framework for medical time-series synthesis. MedFlow employs a vector-quantized multi-scale tokenizer to represent medical sequences at complementary temporal resolutions, capturing both coarse clinical trends and fine-grained dynamics. We further introduce Token Marginal Guidance, which incorporates class-conditional token statistics directly into the flow matching process to steer generation toward class-specific regions of the learned tokens. This mechanism strengthens minority-class patterns, while preserving the global and tail distributions of real data. Experiments on four public datasets covering electronic health records, EEG, and ECG signals demonstrate that MedFlow consistently outperforms recent state-of-the-art diffusion-based baselines across downstream prediction tasks. On average, it improves AUPRC by 5.8%, reduces Context-FID by 88.6%, and achieves 3.8$\times$ higher sampling throughput.
https://arxiv.org/abs/2609.04804
Real-world time series exhibit complex and evolving dynamics, making accurate forecasting extremely challenging. Recent multi-modal forecasting methods leverage textual information such as news reports to improve prediction, but most rely on token-level fusion that mixes temporal patches with language tokens in a shared embedding space. However, such fusion can be ill-suited when high-quality time-text pairs are scarce and when time series exhibit substantial variation in characteristics, thus complicating cross-modal alignment. In parallel, mixture-of-experts (MoE) architectures have proven effective for both time series modeling and multi-modal learning, yet many existing MoE-based modality integration methods still depend on token-level fusion. To address this, we propose Expert Modulation, a new mechanism for multi-modal time series prediction that conditions both routing and expert computation on textual signals, enabling direct and efficient cross-modal control over expert behavior. Through theoretical analysis and experiments, our proposed method demonstrates strong improvements in multi-modal time series prediction. The current code implementation is available at this https URL
https://arxiv.org/abs/2601.21547
Foundation models are beginning to reshape brain-signal analysis by moving the field beyond task-specific decoding pipelines toward reusable models pretrained on broad neural datasets. Magnetoencephalography (MEG) is a compelling but still underdeveloped target for this shift: it captures human cortical dynamics at millisecond resolution while offering stronger spatial interpretability than EEG, making it especially valuable for source-resolved studies of perception, language, cognition, and clinical brain function. Yet MEG foundation models remain at an early stage, with only a small number of MEG-specific and MEG-inclusive multi-modal models, modest pretraining corpora, and emerging but still limited benchmarks. This perspective lays down the basic concepts needed to understand MEG foundation models and provides a didactic overview of the field's key design choices, including tokenization, sensor- versus source-space representations, sensor-geometry encoding, backbone architectures, self-supervised objectives, and pretraining data. We then offer a roadmap for future development, organized around native MEG pretraining, adaptation of EEG foundation models, transfer from generic time-series models, and multi-modal integration with EEG, fMRI, MRI, behaviour, and stimulus features. We highlight the need for coordinated infrastructure, including diverse and reusable MEG datasets, rigorous evaluation across subjects, sites, tasks, and clinical settings, and responsible data-sharing practices that address consent, privacy, access, and governance.
https://arxiv.org/abs/2609.04461
Retrieval-augmented generation (RAG) complements parametric models with retrieved external evidence. The same idea is attractive for continuous-output regression, but directly reusing retrieved target values is often not robust when samples differ in output level, numerical scale, or local dynamics. Moreover, conventional forecasting pipelines generally use residuals for model optimization and error diagnosis, but do not retain individual historical residual examples as memory that can be accessed at inference this http URL multivariate time-series forecasting, we propose RATL, a plug-in residual-retrieval and feedback-correction method. RATL freezes a base forecaster to construct retrieval keys and turns its historical forecast residuals into a train-only memory specific to that base model. At inference time, RATL retrieves residual trajectories from similar historical contexts subject to causal availability constraints, then uses a set-aware router operating over forecast blocks and variables to select and combine these trajectories. Experiments show that historical residuals matched to the current context contain reusable forecasting information and that RATL improves frozen base forecasters in most experimental settings. Ablations further show that learned routing strengthens raw residual feedback, while validation-based correction-strength selection limits residual this http URL real-world benchmarks, we use iTransformer as the primary frozen base forecaster, compare against multiple strong forecasting baselines, and test transferability across backbones. The results show that RATL can further improve base-forecaster performance in most this http URL, RATL shifts the retrieved object from historical target values to base-model-specific historical forecast errors, providing a plug-in, residual-memory-based paradigm for learned feedback correction in continuous-output forecasting.
https://arxiv.org/abs/2609.03937
Time series representation learning (TSRL) has attracted growing research interests in recent years. Two recent explorations in TSRL are: i) exploiting a transformer-based framework to learn time series; ii) instead of using only the targeted dataset, borrowing time series from other datasets to to facilitate representation transfer. While these two explorations are shown effective, the self-supervised time series recovery task in (i) and the single-source dataset used in (ii) are technically simple and thus can be enhanced with new ideas. In this work, we propose a new TSRL framework, namely multi-source multi-phase time series representation transfer (SMart), which has two novel mechanisms to address the aforementioned deficiencies: 1) a multi-phase recurrence plots recovery task, in three alternative modes, for guiding the encoder to embed time series dynamics into the time series representation; and 2) a source dataset selector to select multiple suitable source datasets to supplement the original target dataset for pre-training the TSRL encoder. Experimental results show that SMart outperforms several state-of-the-art models for time series representation learning, classification and regression on both uni-variate and multi-variate time series datasets, reducing mean absolute error up to 19.5% for time series regression, and increasing average accuracy up to 1.34\% for time series classification.
https://arxiv.org/abs/2609.02203